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Beijing Capital Grand Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 29, 2025 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Beijing Capital Grand Ltd S0GARCH
paramt-stat
ω1.30041.70
α0.18254.69
β0.67599.37
γ118.14052.37
γ2-25.2780-1.99
γ38.41281.00
γ40.24210.05
γ5-4.4284-1.47
γ66.15182.00
γ7-4.3329-1.47
γ8-2.0822-0.67
γ95.49642.10
Estimation Period:
Apr 2, 2012 to Jan 28, 2025
Impact of return on volatility tomorrow
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